EWC Options History — February 2023 In February 2023, EWC traded between $34.03 and $35.91. ATM implied volatility averaged 18.8%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 6.2% (HV 20d: 12.6%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 501.15.
Notable Days 2023-02-15 : Highest Volume — 40,080 contracts2023-02-21 : Largest IV spike — 23.7% change2023-02-22 : Highest IV Rank — 15.4%2023-02-01 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $35.06 $34.03 $35.91 $35.91 $34.05 Max Pain $34.05 $34.00 $35.00 $35.00 $34.00 ATM IV 18.8% 16.3% 21.3% 18.9% 19.5% Expected Move 5.3% 4.6% 6.5% 6.5% 5.5% HV 20d 12.6% 11.4% 14.9% 14.9% 12.3% HV 60d 17.8% 16.3% 20.8% 20.8% 16.3% IV Rank 10.1% 4.6% 15.4% 11.2% 11.7% IV Percentile 15.7% 1.6% 36.5% 15.5% 22.2% Term Structure 0.4% -2.8% 5.0% -1.2% -0.9% VWIV 19.8% 12.5% 23.9% 22.9% 17.7% Skew 25d 2.3% -21.3% 4.9% 1.2% 4.0% Skew 10d 8.6% -41.3% 23.5% 4.3% 22.9% Call IV 25d 18.7% 15.7% 41.1% 17.7% 17.8% Put IV 25d 21.0% 18.9% 23.2% 18.9% 21.8% Bid-Ask Spread % 58.49 34.61 108.86 108.86 66.45 Gamma HHI 0.15 0.14 0.19 0.15 0.19 Net GEX -18.6M -26.1M -13.4M -16.1M -20.8M Net DEX 162.0M 102.3M 262.5M 138.0M 216.3M Net VEX -3.3M -3.7M -3.0M -3.3M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 501.15 0.04 6503.00 6503.00 559.11 Total Volume 3,951.158 13 40,080 13,008 5,041 Total OI 677,868.474 663,757 689,186 663,757 666,985
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $35.91 $35.00 18.9% 6.5% 14.9% 11.2% 0.0% 1.2% -1.2% -16.1M 138.0M -3.3M 6503.00 108.86 N/A N/A 2 13,006 76,858 586,899 2023-02-02 $35.70 $34.00 18.0% 5.1% 14.5% 9.2% 22.9% 3.1% 0.5% -15.9M 119.0M -3.5M 22.95 38.71 N/A N/A 43 987 76,855 599,893 2023-02-03 $35.47 $34.00 17.5% 5.3% 14.4% 7.3% 19.6% 3.0% -0.1% -17.7M 102.3M -3.2M 960.08 61.25 N/A N/A 12 11,521 76,882 600,840 2023-02-06 $35.20 $34.00 19.1% 5.4% 12.0% 10.7% 18.9% 4.9% -0.1% -19.5M 182.4M -3.7M 96.19 44.95 N/A N/A 21 2,020 76,868 612,147 2023-02-07 $35.50 $34.00 17.6% 5.3% 12.1% 7.5% 19.8% 4.0% 0.9% -16.5M 110.0M -3.2M 29.75 46.93 N/A N/A 4 119 76,869 612,150 2023-02-08 $35.30 $34.00 18.4% 5.4% 12.3% 9.3% 18.9% 4.4% 0.6% -16.7M 140.9M -3.5M 4.50 49.13 N/A N/A 6 27 76,961 612,201 2023-02-09 $35.14 $34.00 19.0% 5.6% 12.3% 10.6% 0.0% 2.7% -2.8% -19.2M 139.4M -3.3M 14.75 65.09 N/A N/A 4 59 76,965 612,221 2023-02-10 $35.53 $34.00 19.8% 5.4% 12.1% 12.2% 20.9% 4.9% -1.4% -17.4M 134.1M -3.4M 0.35 60.35 N/A N/A 31 11 76,962 612,185 2023-02-13 $35.70 $34.00 18.9% 4.9% 12.0% 10.3% 20.4% 2.1% 3.1% -18.3M 117.9M -3.2M 77.00 46.71 N/A N/A 1 77 76,823 612,101 2023-02-14 $35.72 $34.00 16.8% 4.6% 11.9% 5.8% 23.0% 4.1% 4.4% -13.4M 115.8M -3.2M 1.17 62.18 N/A N/A 18 21 76,824 612,126 2023-02-15 $35.55 $34.00 16.3% 4.7% 11.4% 4.6% 18.0% 3.8% 2.4% -17.2M 112.3M -3.0M 1213.55 34.72 N/A N/A 33 40,047 76,825 612,123 2023-02-16 $35.20 $34.00 18.0% 4.9% 12.0% 8.3% 12.5% 3.0% 5.0% -15.2M 139.1M -3.3M 2.25 34.61 N/A N/A 4 9 76,837 590,597 2023-02-17 $34.95 $34.00 17.1% 4.9% 11.6% 6.4% 21.1% 2.4% -0.6% -17.9M 174.8M -3.5M 13.38 39.04 N/A N/A 34 455 76,836 590,591 2023-02-21 $34.41 $34.00 21.1% 5.8% 12.5% 15.2% 19.6% -21.3% -0.1% -23.2M 168.1M -3.0M 14.30 83.59 N/A N/A 23 329 76,759 587,352 2023-02-22 $34.16 $34.00 21.3% 5.7% 12.7% 15.4% 23.9% 4.2% -1.8% -23.1M 246.7M -3.7M 0.46 81.82 N/A N/A 377 175 81,782 592,455 2023-02-23 $34.28 $34.00 19.8% 5.3% 12.8% 12.3% 19.2% 4.2% -0.0% -20.0M 229.9M -3.6M 0.04 59.00 N/A N/A 92 4 82,090 587,598 2023-02-24 $34.03 $34.00 20.2% 5.6% 12.3% 13.1% 20.0% 4.3% -0.6% -26.1M 262.5M -3.5M 7.11 56.18 N/A N/A 28 199 82,119 587,600 2023-02-27 $34.28 $34.00 19.3% 5.5% 12.6% 11.3% 19.8% 3.7% 0.3% -19.4M 228.2M -3.5M 1.83 71.74 N/A N/A 82 150 82,080 587,242 2023-02-28 $34.05 $34.00 19.5% 5.5% 12.3% 11.7% 17.7% 4.0% -0.9% -20.8M 216.3M -3.1M 559.11 66.45 N/A N/A 9 5,032 82,153 584,832
« Jan 2023 | All History | Mar 2023 » Home EWC History February 2023